Anic Equity¶
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Total return since start: 0.689 %¶
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Equity now: -----------------------------> 51584.66 Kr¶
Max Equity ever reached: ------------> 51944.38 Kr¶
Portfolio value: --------------------------> 48385.6 Kr¶
PnL: ---------------------------------------> -701.97 Kr¶
DD now: ---------------------------------> -0.693 %¶
Max portfolio DD since start: ----> -13.025 %¶
Updated:¶
'2023-01-31 12:06:21.944480'
Benchmark comparison TODAY¶
C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning: Output cache limit (currently 1000 entries) hit. Flushing oldest 200 entries.
Anic Portfolio Holdings¶
| volume | changePercent | value | profit | profitPercent | acquiredValue | |
|---|---|---|---|---|---|---|
| name | ||||||
| FM Mattsson Mora Group B | 54 | 0.640000 | 3402.000000 | 222.000000 | 6.980000 | 3180.000006 |
| HMS Networks | 2 | -1.740000 | 768.400000 | 95.400000 | 14.180000 | 673.000000 |
| Nordea Bank Abp | 29 | 0.250000 | 3543.800000 | 89.800000 | 2.600000 | 3453.999992 |
| HEBA B | 70 | -1.160000 | 2691.500000 | 55.500000 | 2.110000 | 2636.000010 |
| SAAB B | 8 | -0.020000 | 3426.400000 | 49.400000 | 1.460000 | 3377.000000 |
| Swedbank A | 3 | 3.050000 | 609.000000 | 45.000000 | 7.980000 | 564.000000 |
| Resurs Holding | 22 | 0.510000 | 612.040000 | 38.040000 | 6.630000 | 573.999998 |
| MedCap | 2 | -1.080000 | 458.000000 | 37.000000 | 8.790000 | 421.000000 |
| AcadeMedia | 12 | -0.650000 | 590.640000 | 33.640000 | 6.040000 | 557.000004 |
| Fasadgruppen Group | 38 | 1.480000 | 4172.400000 | 31.400000 | 0.760000 | 4140.999992 |
| Samhällsbyggnadsbo. i Norden B | 20 | -0.680000 | 380.500000 | 25.500000 | 7.180000 | 355.000000 |
| Intrum | 4 | 0.560000 | 542.400000 | 15.400000 | 2.920000 | 527.000000 |
| Eastnine | 4 | -0.480000 | 501.600000 | 10.600000 | 2.160000 | 491.000000 |
| OEM International B | 7 | -2.040000 | 537.600000 | 9.600000 | 1.820000 | 527.999997 |
| Norva24 Group | 16 | -0.580000 | 552.000000 | 9.000000 | 1.660000 | 543.000000 |
| Karnov Group | 9 | 0.000000 | 543.600000 | 7.600000 | 1.420000 | 536.000004 |
| Creaspac SPAC | 6 | -0.210000 | 579.000000 | 2.000000 | 0.350000 | 577.000002 |
| Handelsbanken A | 5 | 0.690000 | 547.000000 | 1.000000 | 0.180000 | 546.000000 |
| Samhällsbyggnadsbo. i Norden D | 12 | 0.000000 | 246.720000 | 0.720000 | 0.290000 | 246.000000 |
| Securitas B | 6 | -1.510000 | 570.360000 | 0.360000 | 0.060000 | 570.000000 |
| Coor Service Management Hold. | 8 | -0.450000 | 528.800000 | -3.200000 | -0.600000 | 532.000000 |
| Fastighetsbolag. Emilshus Pref | 21 | -3.280000 | 557.550000 | -4.450000 | -0.790000 | 562.000005 |
| Corem Property Group B | 59 | -1.830000 | 570.830000 | -6.170000 | -1.070000 | 576.999999 |
| Midsona B | 63 | -3.700000 | 573.300000 | -9.700000 | -1.660000 | 582.999984 |
| Boozt | 12 | -0.730000 | 1633.200000 | -20.800000 | -1.260000 | 1653.999996 |
| Sampo Oyj SDB | 7 | -0.270000 | 3822.000000 | -28.000000 | -0.730000 | 3850.000000 |
| Essity B | 2 | -0.760000 | 545.800000 | -28.200000 | -4.910000 | 574.000000 |
| CTEK | 13 | -1.720000 | 497.770000 | -36.230000 | -6.780000 | 533.999999 |
| International Petroleum Corp. | 5 | -3.160000 | 552.500000 | -42.070000 | -7.080000 | 594.565215 |
| Vivesto | 1368 | 0.240000 | 569.090000 | -43.910000 | -7.160000 | 612.999432 |
| Essity A | 4 | -1.260000 | 1094.000000 | -55.000000 | -4.790000 | 1149.000000 |
| Beijer Electronics Group | 27 | -2.310000 | 2970.000000 | -114.000000 | -3.700000 | 3083.999994 |
| OX2 | 22 | 0.120000 | 1784.200000 | -204.800000 | -10.300000 | 1989.000002 |
| Axfood | 15 | -0.480000 | 4026.000000 | -274.000000 | -6.370000 | 4300.000005 |
| Ovzon | 64 | -2.040000 | 3385.600000 | -610.400000 | -15.280000 | 3996.000000 |
| TOTAL | 48385.600000 | -701.970000 | -0.69251% | 49087.564636 |
Updated:¶
'2023-01-31 12:06:35.148228'
None
Last optimization/rebalancing:¶
'2023-01-02'
Next optimization/rebalancing:¶
'2023-02-10'
AVAN-Live vs backtest and OMXSE30 2023¶
Walk forward test results - depending on starting day¶
Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶
